GK vs. QPX

In the year-to-date period, GK achieves a -4.45% return, which is significantly lower than QPX's -1.24% return.

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GK has a 0.81% expense ratio, which is lower than QPX's 1.46% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for AdvisorShares Gerber Kawasaki ETF (GK) and AdvisorShares Q Dynamic Growth ETF (QPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current GK Sharpe Ratio is 0.15, which is lower than the QPX Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of GK and QPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither GK nor QPX has paid dividends to shareholders.

The maximum GK drawdown since its inception was -47.72%, which is greater than QPX's maximum drawdown of -34.75%. Use the drawdown chart below to compare losses from any high point for GK and QPX. For additional features, visit the drawdowns tool.

AdvisorShares Gerber Kawasaki ETF (GK) has a higher volatility of 7.66% compared to AdvisorShares Q Dynamic Growth ETF (QPX) at 5.95%. This indicates that GK's price experiences larger fluctuations and is considered to be riskier than QPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.